My name is Juan! I have a Master of Arts in Business Economics and a Bachelor of Science in Economics.
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Thank you so much. Can you give us please the link or the website where you take your Data, for exemple the gap of Brazil and Argentina in your previous video ? Thank you :)
Great to hear! Please feel free to share my channel with your network so I can keep expanding. You can consider getting the NK material I got for sale too. Best regards! Thanks for your message and good luck!
Sigo tu canal desde hace 1 año. Muy prolijas e intuitivas exposiciones. Ojalá algún día hagas un video sobre Modelos de espacio de estado y filtro de Kalman. Saludos
Gracias! Y desde luego.. lo agrego al listado. Hay algunos tópicos que no los sé. Los tengo que revisar y luego probar en el software. Por eso es que algunos temas que piden aún no los he resuelto
Great and well educating video 👍 Please, what should I do when my Engle and Granger and P. Oularis cointegration P-values are greater than 0.05 level of significance?!
Dear Sir, I tried to replicate the results of Stock and Watson (2001, JEP) using quarterly data from 1960:q1 to 2023:q4, but I found that while inflation and unemployment rates are stationary, but the Federal funds rate is non-stationary. Is it okay to for them to simply use the original series of the Federal funds rate to construct the VAR model?
Hi,whenever i am trying to do the forecast in stata i am getting r(198) everytime even though i have set the time variable "fcast compute fc,step(10) the time variable may not be missing r(198); can you please help ?
@@JDEconomics That'd be great, thanks for the quick reply! Your explanation is great and I'd love to replicate the results on my eviews. At the moment, Google drive says that I'm not authorised to access the file
For unit root test, how should i know whether to use intercept or intercept & trend option? One of my variables shows non-stationary at first difference in intercept but stationary when I choose intercept & trend.
Hi. Including an intercept means that the series is stationary around a non zero mean. Trend and intercept means its stationary around a trend. In that case you still got to detrend the series using first differences or modelling the trend. Regards
i checked on S&P 500 but after estimating a ARCH 2 model, my mean equation ar(1) ma(1) that was significant when i estimate ls ar(1) ma(1) ,are not significant any more. likewise my arch(2) coefficients are significant . what is the problem?
hi thanks for your good video my problem is sum of my coefficients in arch model bigger than one but i have good response on ARCH estimate, in this case we should use GARCH model too?
I would like to thank you for this video!!! I have to say I felt so lost with these statistical experiments, and now after i received the same result as you showed, by myself, i feel i can achieve anything in this world. I am deeply grateful to your work!!
Hello, I want to ask. So let say the data now is stationary and we can apply the model (let say ARIMA) and get the forecast data, but right now the forecast data is the transform after the logs and multiply right ? Is this values was the actual data that we can use right now or I still need to transform it again for the actual values ?
Heey, my doubt is whether it is possible to draw different news impact curves in the same graph??? I've been going crazy with that since I need the GARCH/TGARCH/EGARCH curves in the same graph. Thanks in advance
Hi, after estimating each model you can make the variance series and save it. Then you select the different variances you saved and open them together as a graph. Regards
What is the key difference between impluse responses and accumulated responses?. When I didn't tick the accumulated response, the IRF graph was different.
As the name says, it shows the accumulated response to a shock. It will show basically the dynamics of the way it evolves over time. The simple irf shows the immediate response. Regards
@@michaelasare4987Eviews doesn’t give you an option to calculate the negative IRF. Of course that in real life there can negative shocks. Indeed there are many and very often. You can generate a new series for the responses and apply the inverse function. That would, you would mirror the positive shock. Good luck
The thing that i didn't understand is you haven't checked the situation if the inflation or the other variables are at their stationary level or not, why you havent
